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V-Lab

NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.58% (+0.55%)
Analysis last updated: Sunday, February 15, 2026 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTPC Ltd S0GARCH
paramt-stat
ω0.93495.05
α0.10894.79
β0.740817.04
γ10.17161.30
γ2-0.4524-2.31
γ30.51844.11
γ4-0.3145-3.04
γ5-0.0211-0.27
γ60.31503.91
γ7-0.3985-4.47
γ80.23082.89
γ9-0.0384-0.69
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts